+131.9%
AS vs BG
+21.9%
+110.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -3.0% | +3.4% | -6.4% | -3.3% |
| 30D | +9.6% | -3.8% | +13.3% | +9.8% |
| 3M | -8.2% | -9.6% | +1.4% | -7.8% |
| 6M | -9.9% | -19.5% | +9.6% | -8.2% |
| YTD | -16.8% | +14.6% | -31.4% | -22.2% |
| 1Y | +3.0% | +6.6% | -3.7% | -2.1% |
| All | +131.9% | +21.9% | +110.0% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling